CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

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	param	t-stat
$ω$	1.4031	6.64
$α$	0.1760	9.24
$β$	0.6720	19.12
$γ_{1}$	0.0248	0.33
$γ_{2}$	-0.1987	-1.64
$γ_{3}$	0.4612	4.78
$γ_{4}$	-0.5062	-5.71
$γ_{5}$	0.3369	3.78
$γ_{6}$	-0.2093	-2.41
$γ_{7}$	0.1921	2.35
$γ_{8}$	-0.1786	-2.25
$γ_{9}$	0.1041	1.12
$γ_{10}$	0.0181	0.12

V-Lab

Groupe Crit Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:24.15% (-1.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Groupe Crit Analyses